+45.8%
ADP vs GME
-62.6%
+108.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -5.5% | +0.4% | -5.9% | -5.5% |
| 30D | -1.2% | -1.4% | +0.2% | -1.2% |
| 3M | +17.9% | -15.1% | +33.0% | +18.3% |
| 6M | +20.3% | -22.5% | +42.8% | +21.0% |
| YTD | +5.8% | -5.9% | +11.8% | +5.9% |
| 1Y | -7.7% | -18.6% | +10.9% | -7.4% |
| 3Y | +14.7% | +6.7% | +8.1% | +8.7% |
| 5Y | +45.8% | -62.0% | +107.8% | +42.6% |
| All | +45.8% | -62.6% | +108.4% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling